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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDZ1 holding steady after latest 3M LIBOR set +0.00200 to 0.11800% (+0.00225/wk), balance of Whites steady, Reds-Golds modestly weaker:

  • Dec 21 steady at 99.825
  • Mar 22 steady at 99.855
  • Jun 22 steady at 99.810
  • Sep 22 steady at 99.720
  • Red Pack (Dec 22-Sep 23) -0.015 to -0.01
  • Green Pack (Dec 23-Sep 24) -0.02
  • Blue Pack (Dec 24-Sep 25) -0.025 to -0.02
  • Gold Pack (Dec 25-Sep 26) -0.025 to -0.02

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